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20:44
YouTube
Crypto Wizards
An Insightful Autocorrelation Analysis Walkthrough - Step by Step
Autocorrelation does seem to appear to be present with certain Cryptocurrencies. In this video, we calculate the autocorrelation from scratch (how an asset is correlated based on its own lags). This is a continuation from our prior discussion about correlation and yields some really interesting insights including a rough and dirty backtest ...
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